Copula-based measurement error models

Document Type : Research Paper

Authors

1 Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University, Kerman, Iran

2 Department of Mathematics and Descriptive Geometry, Faculty of Civil Engineering, STU Bratislava, Slovakia

10.22111/ijfs.2020.5599

Abstract

In this work, we study the joint distribution function as well as the copula of (X-Z,Y) where the random vector (X, Y, Z)  is characterized by a copula C_{X,Y,Z}. We use this copula to analyze a measurement error model. Some theoretical results, several examples as well as a simulation study are proposed for illustration.

Keywords